Mix data series Complex Problem

[freewind]

Hi,

I'm building a strategy that use 5 minute data and EOD data.
Base on a calculation of the EOD data I decide if to use the 5 minute data.
5 minute is BIP==1 and EOD is BIP==2.
I'm running my strategy as a backtest for now and if I'm trying to get the last data out of the EOD(The current night) I need to wait for the open of the day after so I get a new 5 minute bar.
I want to be able to get triggered also in the end of the day.
I know that NT is event driven so the CalculateOnBarClose() will only be triggered when a new tick arrive, but is there a way to solve it?
My strategy is for US stocks and I'm using latest NT version with Kinetick real time data.

I hope I made my question clear :-)

TX in advance!!!

[NinjaTrader_Joydeep]

Hello freewind,
OnBarUpdate is the event which gets updated with every tick. CalculateOnBarClose determines whether the same be updated on every tick or only once at the close of the bar, to save pc resource. Please do see this help guide for reference http://www.ninjatrader.com/support/h...onbarclose.htm

Since you have an intraday dataseries you can use that during backtest, with a bit of ingenuity, say a time check before the session close, to calculate what you need.

Regards,
Joydeep.

[freewind]

My mistake of course I meant OnBarUpdate() :-)

[NinjaTrader_Joydeep]

Hello freewind,
Yes I could assume.

As I mentioned earlier, since you have a dataseries of intrabar granularity you can achive what you can. Also do check up with this reference sample code, it can give you some ideas http://www.ninjatrader.com/support/f...ead.php?t=6652

Let me know if I can be of any more help.

Regards,
Joydeep.